-11.0%
AFRM vs CRL
+99.6%
-110.6%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.8% | -0.3% | -0.8% |
| 7D | -4.4% | +0.1% | -4.5% | -4.5% |
| 30D | -7.7% | +11.9% | -19.6% | -13.4% |
| 3M | -16.9% | +20.2% | -37.0% | -24.7% |
| 6M | +2.5% | +107.5% | -105.0% | -29.8% |
| YTD | -12.5% | +69.4% | -81.9% | -34.8% |
| 1Y | -11.0% | +99.7% | -110.8% | -43.4% |
| All | -11.0% | +99.6% | -110.6% | -43.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded CRL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling